lecture_18_integration_2p - 4/10/2011 Lecture 18: Numerical...

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4/10/2011 1 Integration Trapezoidal rule Riemann’sintegral Lecture 18: Numerical integration Simpson’s rule Matlab built in functions for integration Error analysis Integration For a function f , The “integral of f from a to b ” is the area under the graph of the function. If f is continuous, then the area is well defined, as the common limit of upper and lower sums. The integral is denoted
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2 If a function g is the primitive of f , namely Integration    x f x g for all x , then the fundamental theorem of calculus gives that the integral of f can be computed by evaluating g But finding primitives can be hard… ) ( ) ( ) ( a g b g dx x f b a In many cases of engineering and scientific (and economics, etc) interest the functions do not have known primitives, so… the integral (area) must be approximated by a finite number of function evaluations. Discretization grid
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This note was uploaded on 09/07/2011 for the course ENGIN 7 taught by Professor Horowitz during the Spring '08 term at University of California, Berkeley.

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lecture_18_integration_2p - 4/10/2011 Lecture 18: Numerical...

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